Olaf Dietrich <o...@dtrx.de>:
> This is a simplified example of a Monte Carlo
> simulation where random vectors (here 2D vectors,
> which are all zero) are summed (the result is in
> r1 and r2 or r, respectively):
>
> def case1():
> import numpy as np
> M = 100000
> N = 10000
> r1 = np.zeros(M)
> r2 = np.zeros(M)
> s1 = np.zeros(N)
> s2 = np.zeros(N)
> for n in range(1000):
> ind = np.random.random_integers(N, size=M) - 1
> r1 += s1[ind]
> r2 += s2[ind]
>
> def case2():
> import numpy as np
> M = 100000
> N = 10000
> r = np.zeros((M, 2))
> s = np.zeros((N, 2))
> for n in range(1000):
> ind = np.random.random_integers(N, size=M) - 1
> r += s[ind]
>
> import timeit
>
> print("case1:", timeit.timeit(
> "case1()", setup="from __main__ import case1", number=1))
> print("case2:", timeit.timeit(
> "case2()", setup="from __main__ import case2", number=1))
>
>
> Resulting in:
>
> case1: 2.6224704339983873
> case2: 4.374910838028882
I should add that I tried this with Python 3.4.2 and with
Python 2.7.0 (on linux, x64), NumPy version 1.8.2; the
performance differences were the same with both Python
interpreters.
> Why is case2 significantly slower (almost by a
> factor of 2) than case1? There should be the same number
> of operations (additions) in both cases; the main
> difference is the indexing.
>
> Is there another (faster) way to avoid the separate
> component arrays r1 and r2? (I also tried
> r = np.zeros(M, dtype='2d'), which was comparable
> to case2.)
Olaf
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